The intended target has many on both sides of the Hudson River scratching their heads.

“Bayonne is a nice city, you’d think that they would focus on Manhattan,” Bloomberg said. “We keep saying, the iconic cities, the iconic locations those are places where somebody that wants to take away our freedoms are most likely to strike.”

He said it goes to show every place has risks.

Authorities said they caught Pimentel, a Manhattan resident, red-handed constructing a homemade bomb that he was allegedly planning to use to destroy police cars, post offices, returning troops in the Big Apple and the police station in Bayonne.

Prosecutors said Pimentel, an American citizen, became a radicalized jihadist, taking his inspiration from slain cleric Anwar Al-Awlaki and Osama bin Laden. He immigrated from the Dominican Republic as a child, spent much of his years in Manhattan and lived for five years in Schenectady with his ex-wife.

It is still unclear what connection, if any, the alleged “lone wolf” terrorist has to the New Jersey city.

Public Safety Director Jason O’Donnell said the Bayonne Police Department is working with the NYPD and other agencies involved in connection with the continuing investigation.

“It is an unfortunate sign of the times that we must all be ever-vigilant in the fight against terrorism,” O’Donnell said.

Bayonne has stepped up security around government buildings.

O’Donnell and Bayonne Mayor Mark Smith are calling on citizens to report anything out of the ordinary in the community.

“Average citizens are our eyes and ears on the frontline in the war against terrorism,” said O’Donnell.

Residents who notice anything unusual are urged to call the Bayonne Police Department at 201-858-6900.